Sheeshh.. does nobody around here know how to configure a web browser? Or maybe the Windows platform is just lacking good streaming media players?

MSIE allows you to associate files with helper applications, but doesn't let you associate URLs. So it finds a URL that matches some helper application, downloads the file, then points the application to the file. If mp3 streaming was done correctly, it would have been a different protocol tag (shttp?) so you could assign it to a different application to handle. Really, the .m3u file is the best way to handle all browsers as well as adding extra functionality. The click->stream method doesn't let you stream multiple files with one click, so a playlist system is needed anyway..